+433.9%
ROL vs SYF
+306.8%
+127.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | +9.5% | -2.1% | +11.6% | +9.8% |
| 30D | +22.9% | +2.5% | +20.4% | +22.5% |
| 3M | +3.5% | -6.3% | +9.8% | +4.4% |
| 6M | -29.4% | -1.5% | -27.9% | -29.5% |
| YTD | -36.1% | -10.5% | -25.5% | -35.4% |
| 1Y | -34.4% | +1.5% | -35.9% | -35.0% |
| 3Y | +4.0% | +163.3% | -159.3% | -13.8% |
| 5Y | +13.2% | +66.8% | -53.5% | -0.6% |
| 10Y | +219.7% | +228.5% | -8.8% | +132.0% |
| All | +433.9% | +306.8% | +127.1% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling